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Andreas Hamel
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Duality for set-valued measures of risk
AH Hamel, F Heyde
SIAM Journal on Financial Mathematics 1 (1), 66-95, 2010
1692010
Set-valued risk measures for conical market models
AH Hamel, F Heyde, B Rudloff
Mathematics and financial economics 5 (1), 1-28, 2011
1282011
Minimal element theorems and Ekeland's principle with set relations
AH Hamel, A Löhne
Journal of Nonlinear and Convex Analysis 7 (1), 19-37, 2006
962006
Set optimization—a rather short introduction
AH Hamel, F Heyde, A Löhne, B Rudloff, C Schrage
Set Optimization and Applications-The State of the Art: From Set Relations …, 2015
952015
Benson type algorithms for linear vector optimization and applications
AH Hamel, A Löhne, B Rudloff
Journal of Global Optimization 59, 811-836, 2014
862014
A duality theory for set-valued functions I: Fenchel conjugation theory
AH Hamel
Set-Valued and Variational Analysis 17, 153-182, 2009
832009
Variational principles on metric and uniform spaces
A Hamel
Halle (Saale), Univ., Habil.-Schr., 2005, 2005
832005
Set-valued average value at risk and its computation
AH Hamel, B Rudloff, M Yankova
Mathematics and Financial Economics 7, 229-246, 2013
712013
Equivalents to Ekeland's variational principle in uniform spaces
AH Hamel
Nonlinear Analysis: Theory, Methods & Applications 62 (5), 913-924, 2005
692005
Phelps’ lemma, Danes̆’drop theorem and Ekeland’s principle in locally convex spaces
A Hamel
Proceedings of the American Mathematical Society 131 (10), 3025-3038, 2003
622003
Remarks to an equivalent formulation of Ekeland’s variational principle
A Hamel
Optimization 31 (3), 233-238, 1994
551994
An ε-lagrange multiplier rule for a mathematical programming problem on banacch spaces
A Hamel
Optimization 49 (1-2), 137-149, 2001
482001
Translative sets and functions and their applications to risk measure theory and nonlinear separation
AH Hamel
Preprint series of IMPA, Rio de Janeiro 21, 2006
462006
Closing the duality gap in linear vector optimization
AH Hamel, F Heyde, A Lohne, C Tammer, K Winkler
Journal of Convex Analysis 11 (1), 163-178, 2004
452004
Set-valued shortfall and divergence risk measures
Ç Ararat, AH Hamel, B Rudloff
International Journal of Theoretical and Applied Finance 20 (05), 1750026, 2017
322017
Cone distribution functions and quantiles for multivariate random variables
AH Hamel, D Kostner
Journal of Multivariate Analysis 167, 97-113, 2018
312018
Directional derivatives, subdifferentials and optimality conditions for set-valued convex functions
AH Hamel, C Schrage
Pacific Journal of Optimization 10 (4), 667-689, 2014
30*2014
Lagrange duality in set optimization
AH Hamel, A Löhne
Journal of Optimization Theory and Applications 161, 368-397, 2014
282014
A minimal point theorem in uniform spaces
AH Hamel, A Löhne
Nonlinear analysis and applications: to V. Lakshmikantham on his 80th …, 2003
282003
Minimal set theorems
A Hamel, A Löhne
Univ., Fachbereich Mathematik und Informatik, 2002
282002
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